Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51619.69 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48420.63 Kr¶

PnL: ---------------------------------------> -666.94 Kr¶

DD now: ---------------------------------> -0.625 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 16:23:46.504893'

Anic Portfolio¶

Today¶

Return: -0.537 %¶

This Week¶

Return: 8.611 %¶

Total¶

Return: 68.99 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.660000 776.800000 103.800000 15.420000 673.000000
Fasadgruppen Group 38 2.590000 4218.000000 77.000000 1.860000 4140.999992
Nordea Bank Abp 29 -0.210000 3527.560000 73.560000 2.130000 3453.999992
SAAB B 8 -0.190000 3420.800000 43.800000 1.300000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Swedbank A 3 1.830000 601.800000 37.800000 6.700000 564.000000
HEBA B 70 -1.930000 2670.500000 34.500000 1.310000 2636.000010
AcadeMedia 12 -0.570000 591.120000 34.120000 6.130000 557.000004
Resurs Holding 22 -0.180000 607.860000 33.860000 5.900000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -1.020000 379.200000 24.200000 6.820000 355.000000
Norva24 Group 16 0.920000 560.320000 17.320000 3.190000 543.000000
Intrum 4 0.040000 539.600000 12.600000 2.390000 527.000000
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Karnov Group 9 -0.170000 542.700000 6.700000 1.250000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 565.950000 3.950000 0.700000 562.000005
Coor Service Management Hold. 8 0.530000 534.000000 2.000000 0.380000 532.000000
Securitas B 6 -1.350000 571.320000 1.320000 0.230000 570.000000
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.580000 245.280000 -0.720000 -0.290000 246.000000
Midsona B 63 -3.600000 573.930000 -9.070000 -1.560000 582.999984
Sampo Oyj SDB 7 0.180000 3839.500000 -10.500000 -0.270000 3850.000000
Corem Property Group B 59 -2.890000 564.630000 -12.370000 -2.140000 576.999999
Boozt 12 -0.730000 1633.200000 -20.800000 -1.260000 1653.999996
Essity B 2 -0.620000 546.600000 -27.400000 -4.770000 574.000000
International Petroleum Corp. 5 -2.370000 557.000000 -37.570000 -6.320000 594.565215
CTEK 13 -2.050000 496.080000 -37.920000 -7.100000 533.999999
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -1.420000 2997.000000 -87.000000 -2.820000 3083.999994
OX2 22 -0.310000 1776.500000 -212.500000 -10.680000 1989.000002
Axfood 15 0.300000 4057.500000 -242.500000 -5.640000 4300.000005
Ovzon 64 -3.330000 3340.800000 -655.200000 -16.400000 3996.000000
TOTAL 48420.630000 -666.940000 -0.62507% 49087.564636

Updated:¶

'2023-01-31 16:24:00.054031'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶